+290.3%
VST vs UTHR
+165.4%
+124.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -6.0% | -2.1% | -3.9% | -6.0% |
| 30D | -18.8% | +7.2% | -25.9% | -18.9% |
| 3M | -8.0% | +11.1% | -19.2% | -8.3% |
| 6M | -10.9% | +4.2% | -15.1% | -10.9% |
| YTD | -18.3% | +20.8% | -39.1% | -19.0% |
| 1Y | -29.9% | +29.7% | -59.6% | -30.8% |
| 3Y | +290.3% | +164.1% | +126.2% | +275.7% |
| All | +290.3% | +165.4% | +124.9% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling